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Lumber/Gold Ratio Trading Strategy For Stocks And Bonds (Rules, Backtest, Performance)
https://www.quantifiedstrategies.com/lumber-gold-ratio-trading-strategy-for-stocks-and-bonds/
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In May 2015, Micheal A. Gayed published a paper called Lumber: Worth Its Weight in Gold Offense and Defense in Active Portfolio Management (free download at SSRN). We used that paper to make a profitable lumber/gold ratio trading strategy for...
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